Investment Risk Director

Location
London (Central), London (Greater)
Salary
Competitive
Posted
30 Oct 2019
Closes
27 Nov 2019
Contract Type
Permanent
Hours
Full Time

Description

The Investment Risk Director will perform the role of Risk Manager for the client portfolios managed by the Apollo Credit platform (in particular the Apollo Asset Management Europe “AAME” team). They will assist with formulating, creating and streamlining the Risk processes in order to leverage resources in our Apollo India office in an efficient manner with targeted hiring and work allocation as required.

Key responsibilities

Key responsibilities will include:

  • Risk management and M&A support work for AAME specific transactions
  • building and periodically updating the risk analytics and reporting architecture as per compliance under EU Alternative Investment Fund Managers Directive (AIFMD);
  • focusing on Solvency II computation and regulatory Tripartite and QRT reporting to provide look-through filings on behalf of Asset Managers to SU, Amissima and Aegon Ireland; 
  • developing and analysing the risk based on Stress scenarios and the impact on insurance company balance sheets;
  • assisting Portfolio Managers for Asset Allocation exercise based on active risk management and monitoring of portfolios and report deviations from Strategic Asset Allocation to senior management;
  • analysing projected cash-flow models for assets and liabilities for insurance portfolios in base case and interest rate shock scenarios;
  • FX hedging platform for Apollo credit business and investment portfolios;
  • regulatory reporting of risk calculations, Stress tests and VaR results to SEC

Requirements for the role

The successful candidate must possess all of the following skills, qualifications and experience:

  • minimum 10 years in Risk Management;
  • relevant bachelor’s degree from a top undergraduate institution;
  • academic background in finance, mathematics, physics or equivalent;
  • prior knowledge of Solvency II guidelines and requirements;
  • proficient in building bespoke Risk models, creating Risk analytics and dashboards;
  • experience working directly with investment teams in an advisory capacity
  • prior experience managing a team;
  • proficiency in Microsoft Excel;
  • ability to perform under pressure and multi-task in a fast-paced environment; and
  • effective communication skills, verbal and written.

How to apply

Please apply through the apply button, provide your CV/resume and covering letter explaining your interest in and suitability to be considered for the role.

Date posted: 30 October 2019

Closing date: 27 November 2019

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